McDonald's Corp AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
18.69%
decreased by 0.46%
1 Week
18.83%
decreased by 0.32%
1 Month
19.35%
increased by 0.20%
Analysis last updated: Saturday, June 13, 2026 at 12:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0171 | 6.92 | |
| 0.0536 | 36.69 | |
| 0.9343 | 531.46 | |
| 0.4387 | 14.57 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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